+120.1%
SMTC vs EQH
+102.2%
+17.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.7% | +4.2% |
| 7D | +13.1% | +0.7% | +12.4% | +12.4% |
| 30D | +19.5% | +2.8% | +16.6% | +16.7% |
| 3M | +2.2% | +23.1% | -20.8% | -12.8% |
| 6M | +94.9% | +41.4% | +53.5% | +49.0% |
| YTD | +127.0% | +14.3% | +112.7% | +100.2% |
| 1Y | +174.6% | +1.6% | +173.0% | +161.2% |
| 3Y | +615.9% | +102.7% | +513.2% | +323.9% |
| All | +120.1% | +102.2% | +17.9% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EQH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling